Your question is very vague, but basically, you're going to have to do it by hand. A Google search on this topic has plenty of discussion, although you're welcome to bring up anything more here if you wish.

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I have a software written in PYTHON and having lot .py files. But my task to add those files into existing MFC software which is written in VC++. What im planning is to convert the all .py files into .cpp and add them to my existing MFC Project. For that , im looking for any tool that can convert those .py files to .cpp files.

I welcome is there any option to include .py files in MFC project without converting into cpp and can use it as native code in project.